On long term investment optimality (Q2318095)

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On long term investment optimality
scientific article

    Statements

    title
    On long term investment optimality (English)
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    publication date
    13 August 2019
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    zbMATH Keywords
    long term investment
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    portfolio optimisation
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    stochastic optimal control
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    dynamic programming
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    cites work
    Q5318420
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    Q3269389
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    Q4695312
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    Q3782303
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    Q4503250
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    Q4085497
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    Q3721531
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    Q5187597
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    Q4194725
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    Q4139359
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    Q3995465
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    Convex Analysis
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    Q4693053
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    Q3862204
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    Optimal Transport
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    93E20
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    90C39
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    zbMATH DE Number
    7093641
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    OpenAlex ID
    W2963383037
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    arXiv ID
    1609.00587
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